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Disambiguation of "Ng, Serena"

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LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power

, and . Econometrica, 69 (6): 1519--1554 (305 Nov 2001)doi: 10.1111/1468-0262.00256.

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Serena Grazzini

Serena Kippenberger

Serena Haag

Serena Bielli

Serena Preyer

 

Other publications of authors with the same name

Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators, and . Journal of Econometrics, 96 (2): 231--266 (June 2000)Testing for unit roots in flow data sampled at different frequencies. Economics Letters, 47 (3-4): 237--242 (March 1995)Determining the Number of Factors in Approximate Factor Models, and . Econometrica, 70 (1): 191--221 (Jan 1, 2002)doi: 10.1111/1468-0262.00273.Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions, and . Econometrica, 74 (4): 1133--1150 (182 07 2006)doi: 10.1111/j.1468-0262.2006.00696.x.Testing for ARCH in the presence of a possibly misspecified conditional mean, and . Journal of Econometrics, 93 (2): 257--279 (December 1999)Looking for evidence of speculative stockholding in commodity markets. Journal of Economic Dynamics and Control, 20 (1-3): 123--143 (00 1996)A consistent test for conditional symmetry in time series models, and . Journal of Econometrics, 103 (1-2): 225--258 (July 2001)The empirical risk-return relation: A factor analysis approach, and . Journal of Financial Economics, 83 (1): 171--222 (January 2007)Can sticky prices account for the variations and persistence in real exchange rates?. Journal of International Money and Finance, 22 (1): 65--85 (February 2003)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power, and . Econometrica, 69 (6): 1519--1554 (305 11 2001)doi: 10.1111/1468-0262.00256.